Stein estimation of the intensity of a spatial homogeneous Poisson point process

DOI10.1214/15-AAP1124zbMath1345.60045arXiv1407.4372MaRDI QIDQ303954

Jean-François Coeurjolly, Jérôme Lelong, Marianne Clausel

Publication date: 23 August 2016

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.4372

zbMATH Keywords

Malliavin calculusPoisson point processesintegration by partssuperefficient estimatorintensity estimationStein's formula

Mathematics Subject Classification ID

Point estimation (62F10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

Stein approximation for multidimensional Poisson random measures by third cumulant expansions ⋮ Efficient and superefficient estimators of filtered Poisson process intensities ⋮ Estimating intensity functions of spatial inhomogeneous Poisson point processes via a Stein estimator ⋮ Median-based estimation of the intensity of a spatial point process ⋮ Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes

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